Estimating parametric semi-Markov models from panel data using phase-type approximations

DOI10.1007/S11222-012-9360-6zbMath1325.62156DBLPjournals/sac/Titman14OpenAlexW2148608782WikidataQ57239414 ScholiaQ57239414MaRDI QIDQ892459

Andrew C. Titman

Publication date: 19 November 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-012-9360-6

zbMATH Keywords

hidden Markov modelphase-type distributionpanel dataB-splinesgamma distributionWeibullmisclassificationsemi-Markov

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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Uses Software

• EMpht

Cites Work

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• An algorithmic approach to non-homogeneous semi-markov processes
• The Analysis of Panel Data Under a Markov Assumption
• The Analysis of Re-Employment Probabilities for the Unemployed
• A Queueing Model for Chronic Recurrent Conditions under Panel Observation

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